+72.2%
F vs BIDU
-52.8%
+125.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.6% |
| 7D | -0.2% | +3.6% | -3.8% | -1.0% |
| 30D | +0.9% | -6.6% | +7.5% | +2.3% |
| 3M | -11.3% | -27.2% | +15.9% | -5.4% |
| 6M | +2.0% | -43.5% | +45.5% | +14.4% |
| YTD | -3.2% | -39.0% | +35.8% | +5.9% |
| 1Y | -3.5% | -39.8% | +36.3% | +5.5% |
| 3Y | +48.1% | -24.8% | +72.9% | +48.3% |
| 5Y | -13.5% | -50.7% | +37.2% | -9.8% |
| 10Y | +72.2% | -51.2% | +123.4% | +51.3% |
| All | +72.2% | -52.8% | +125.0% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling